diff --git a/Include/MyIncludes/AMA_TrendActivity_Calculator.mqh b/Include/MyIncludes/AMA_TrendActivity_Calculator.mqh
index 95065d5..25baceb 100644
--- a/Include/MyIncludes/AMA_TrendActivity_Calculator.mqh
+++ b/Include/MyIncludes/AMA_TrendActivity_Calculator.mqh
@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
 //|                                 AMA_TrendActivity_Calculator.mqh |
-//|  Calculation engine for Standard and Heikin Ashi AMA Activity.   |
+//|      VERSION 2.10: Optimized for incremental calculation.        |
 //|                                        Copyright 2025, xxxxxxxx  |
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
@@ -8,9 +8,7 @@
 #include <MyIncludes\HeikinAshi_Tools.mqh>
 
 //+==================================================================+
-//|                                                                  |
 //|             CLASS 1: CActivityCalculator (Base Class)            |
-//|                                                                  |
 //+==================================================================+
 class CActivityCalculator
   {
@@ -18,24 +16,28 @@ protected:
    int               m_ama_period, m_fast_period, m_slow_period, m_atr_period, m_smoothing_period;
    double            m_pi_div_2;
 
-   //--- Internal buffers for source data
+   //--- Persistent Buffers for Incremental Calculation
    double            m_ama_price[];
    double            m_atr_high[], m_atr_low[], m_atr_close[];
 
-   //--- Virtual method for preparing all necessary source data series.
-   virtual bool      PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
+   //--- Intermediate Calculation Buffers (Must persist state)
+   double            m_buffer_ama[];
+   double            m_buffer_atr[];
+   double            m_scaled_activity[];
+
+   //--- Virtual method for preparing source data
+   virtual bool      PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
 
 public:
                      CActivityCalculator(void) {};
    virtual          ~CActivityCalculator(void) {};
 
-   //--- Public methods
    bool              Init(int ama_p, int fast_p, int slow_p, int atr_p, int smooth_p);
-   void              Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &activity_buffer[]);
+   void              Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &activity_buffer[]);
   };
 
 //+------------------------------------------------------------------+
-//| CActivityCalculator: Initialization                              |
+//| Init                                                             |
 //+------------------------------------------------------------------+
 bool CActivityCalculator::Init(int ama_p, int fast_p, int slow_p, int atr_p, int smooth_p)
   {
@@ -49,195 +51,225 @@ bool CActivityCalculator::Init(int ama_p, int fast_p, int slow_p, int atr_p, int
   }
 
 //+------------------------------------------------------------------+
-//| CActivityCalculator: Main Calculation Method (Shared Logic)      |
+//| Main Calculation (Optimized)                                     |
 //+------------------------------------------------------------------+
-void CActivityCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &activity_buffer[])
+void CActivityCalculator::Calculate(int rates_total, int prev_calculated, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type, double &activity_buffer[])
   {
    int start_pos = m_ama_period + m_atr_period + m_smoothing_period;
    if(rates_total <= start_pos)
       return;
 
-//--- STEP 1: Prepare all source data (delegated to virtual method)
-   if(!PrepareSourceData(rates_total, open, high, low, close, price_type))
+//--- 1. Determine Start Index
+   int start_index;
+   if(prev_calculated == 0)
+      start_index = 0;
+   else
+      start_index = prev_calculated - 1;
+
+//--- 2. Resize Buffers
+   if(ArraySize(m_ama_price) != rates_total)
+     {
+      ArrayResize(m_ama_price, rates_total);
+      ArrayResize(m_atr_high, rates_total);
+      ArrayResize(m_atr_low, rates_total);
+      ArrayResize(m_atr_close, rates_total);
+
+      ArrayResize(m_buffer_ama, rates_total);
+      ArrayResize(m_buffer_atr, rates_total);
+      ArrayResize(m_scaled_activity, rates_total);
+     }
+
+//--- 3. Prepare Source Data (Optimized)
+   if(!PrepareSourceData(rates_total, start_index, open, high, low, close, price_type))
       return;
 
-//--- STEP 2: Calculate AMA
-   double buffer_ama[];
-   ArrayResize(buffer_ama, rates_total);
+//--- 4. Calculate AMA (Incremental)
    double fast_sc = 2.0 / (m_fast_period + 1.0);
    double slow_sc = 2.0 / (m_slow_period + 1.0);
-   for(int i = 1; i < rates_total; i++)
+
+   int loop_start_ama = MathMax(m_ama_period, start_index);
+
+   for(int i = loop_start_ama; i < rates_total; i++)
      {
       if(i == m_ama_period)
         {
-         buffer_ama[i] = m_ama_price[i];
+         m_buffer_ama[i] = m_ama_price[i];
          continue;
         }
-      if(i > m_ama_period)
-        {
-         double direction = MathAbs(m_ama_price[i] - m_ama_price[i - m_ama_period]);
-         double volatility = 0;
-         for(int j = 0; j < m_ama_period; j++)
-            volatility += MathAbs(m_ama_price[i - j] - m_ama_price[i - j - 1]);
-         double er = (volatility > 0) ? direction / volatility : 0;
-         double ssc = er * (fast_sc - slow_sc) + slow_sc;
-         buffer_ama[i] = buffer_ama[i-1] + (ssc*ssc) * (m_ama_price[i] - buffer_ama[i-1]);
-        }
+
+      double direction = MathAbs(m_ama_price[i] - m_ama_price[i - m_ama_period]);
+      double volatility = 0;
+      for(int j = 0; j < m_ama_period; j++)
+         volatility += MathAbs(m_ama_price[i - j] - m_ama_price[i - j - 1]);
+
+      double er = (volatility > 0) ? direction / volatility : 0;
+      double ssc = er * (fast_sc - slow_sc) + slow_sc;
+
+      // Recursive AMA using persistent buffer
+      m_buffer_ama[i] = m_buffer_ama[i-1] + (ssc*ssc) * (m_ama_price[i] - m_buffer_ama[i-1]);
      }
 
-//--- STEP 3: Calculate ATR
-   double buffer_atr[], tr[];
-   ArrayResize(buffer_atr, rates_total);
-   ArrayResize(tr, rates_total);
-   for(int i = 1; i < rates_total; i++)
-      tr[i] = MathMax(m_atr_high[i], m_atr_close[i-1]) - MathMin(m_atr_low[i], m_atr_close[i-1]);
-   for(int i = 1; i < rates_total; i++)
+//--- 5. Calculate ATR (Incremental)
+   int loop_start_atr = MathMax(m_atr_period, start_index);
+
+   for(int i = loop_start_atr; i < rates_total; i++)
      {
+      double tr = MathMax(m_atr_high[i], m_atr_close[i-1]) - MathMin(m_atr_low[i], m_atr_close[i-1]);
+
       if(i == m_atr_period)
         {
          double sum_tr = 0;
-         for(int j = 1; j <= m_atr_period; j++)
-            sum_tr += tr[j];
-         buffer_atr[i] = sum_tr / m_atr_period;
+         for(int k = 0; k < m_atr_period; k++)
+           {
+            int idx = i - k;
+            double t = MathMax(m_atr_high[idx], m_atr_close[idx-1]) - MathMin(m_atr_low[idx], m_atr_close[idx-1]);
+            sum_tr += t;
+           }
+         m_buffer_atr[i] = sum_tr / m_atr_period;
         }
       else
-         if(i > m_atr_period)
-            buffer_atr[i] = (buffer_atr[i-1] * (m_atr_period - 1) + tr[i]) / m_atr_period;
-     }
-
-//--- STEP 4: Calculate Raw Activity and Scale it using MathArctan
-   double scaled_activity[];
-   ArrayResize(scaled_activity, rates_total);
-   for(int i = m_ama_period + 1; i < rates_total; i++)
-     {
-      if(buffer_atr[i] > 0)
         {
-         double raw_activity = MathAbs(buffer_ama[i] - buffer_ama[i-1]) / buffer_atr[i];
-         scaled_activity[i] = MathArctan(raw_activity) / m_pi_div_2;
+         // RMA (Wilder's Smoothing)
+         m_buffer_atr[i] = (m_buffer_atr[i-1] * (m_atr_period - 1) + tr) / m_atr_period;
         }
      }
 
-//--- STEP 5: Calculate Final Oscillator (SMA of Scaled Activity)
-   double sum = 0;
+//--- 6. Calculate Raw Activity and Scale (Incremental)
+   int loop_start_act = MathMax(m_ama_period + 1, start_index);
+
+   for(int i = loop_start_act; i < rates_total; i++)
+     {
+      if(m_buffer_atr[i] > 0)
+        {
+         double raw_activity = MathAbs(m_buffer_ama[i] - m_buffer_ama[i-1]) / m_buffer_atr[i];
+         m_scaled_activity[i] = MathArctan(raw_activity) / m_pi_div_2;
+        }
+      else
+        {
+         m_scaled_activity[i] = 0;
+        }
+     }
+
+//--- 7. Calculate Final SMA (Incremental)
    int final_start_pos = m_ama_period + m_smoothing_period;
-   for(int i = m_ama_period + 1; i < rates_total; i++)
+   int loop_start_final = MathMax(final_start_pos, start_index);
+
+   for(int i = loop_start_final; i < rates_total; i++)
      {
-      sum += scaled_activity[i];
-      if(i >= final_start_pos)
-        {
-         if(i > final_start_pos)
-            sum -= scaled_activity[i - m_smoothing_period];
-         activity_buffer[i] = sum / m_smoothing_period;
-        }
+      double sum = 0;
+      for(int j = 0; j < m_smoothing_period; j++)
+         sum += m_scaled_activity[i-j];
+
+      activity_buffer[i] = sum / m_smoothing_period;
      }
   }
 
 //+------------------------------------------------------------------+
-//| CActivityCalculator: Prepares the standard source data series.   |
+//| Prepare Source Data (Standard - Optimized)                       |
 //+------------------------------------------------------------------+
-bool CActivityCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
+bool CActivityCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
   {
-//--- Prepare AMA source price
-   ArrayResize(m_ama_price, rates_total);
-   switch(price_type)
+   for(int i = start_index; i < rates_total; i++)
      {
-      case PRICE_OPEN:
-         ArrayCopy(m_ama_price, open, 0, 0, rates_total);
-         break;
-      case PRICE_HIGH:
-         ArrayCopy(m_ama_price, high, 0, 0, rates_total);
-         break;
-      case PRICE_LOW:
-         ArrayCopy(m_ama_price, low, 0, 0, rates_total);
-         break;
-      case PRICE_MEDIAN:
-         for(int i=0; i<rates_total; i++)
+      // AMA Price
+      switch(price_type)
+        {
+         case PRICE_OPEN:
+            m_ama_price[i] = open[i];
+            break;
+         case PRICE_HIGH:
+            m_ama_price[i] = high[i];
+            break;
+         case PRICE_LOW:
+            m_ama_price[i] = low[i];
+            break;
+         case PRICE_MEDIAN:
             m_ama_price[i] = (high[i]+low[i])/2.0;
-         break;
-      case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
+            break;
+         case PRICE_TYPICAL:
             m_ama_price[i] = (high[i]+low[i]+close[i])/3.0;
-         break;
-      case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
+            break;
+         case PRICE_WEIGHTED:
             m_ama_price[i] = (high[i]+low[i]+2*close[i])/4.0;
-         break;
-      default:
-         ArrayCopy(m_ama_price, close, 0, 0, rates_total);
-         break;
+            break;
+         default:
+            m_ama_price[i] = close[i];
+            break;
+        }
+
+      // ATR Data
+      m_atr_high[i] = high[i];
+      m_atr_low[i]  = low[i];
+      m_atr_close[i] = close[i];
      }
-//--- Prepare ATR source candles (standard candles)
-   ArrayResize(m_atr_high, rates_total);
-   ArrayResize(m_atr_low, rates_total);
-   ArrayResize(m_atr_close, rates_total);
-   ArrayCopy(m_atr_high, high, 0, 0, rates_total);
-   ArrayCopy(m_atr_low, low, 0, 0, rates_total);
-   ArrayCopy(m_atr_close, close, 0, 0, rates_total);
    return true;
   }
 
 //+==================================================================+
-//|                                                                  |
-//|           CLASS 2: CActivityCalculator_HA (Heikin Ashi)          |
-//|                                                                  |
+//|             CLASS 2: CActivityCalculator_HA (Heikin Ashi)        |
 //+==================================================================+
 class CActivityCalculator_HA : public CActivityCalculator
   {
 private:
    CHeikinAshi_Calculator m_ha_calculator;
+   // Internal HA buffers
+   double            m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
+
 protected:
-   virtual bool      PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
+   virtual bool      PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
   };
 
 //+------------------------------------------------------------------+
-//| CActivityCalculator_HA: Prepares the Heikin Ashi source data.    |
+//| Prepare Source Data (Heikin Ashi - Optimized)                    |
 //+------------------------------------------------------------------+
-bool CActivityCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
+bool CActivityCalculator_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
   {
-//--- First, calculate the HA candles
-   double ha_open[], ha_high[], ha_low[], ha_close[];
-   ArrayResize(ha_open, rates_total);
-   ArrayResize(ha_high, rates_total);
-   ArrayResize(ha_low, rates_total);
-   ArrayResize(ha_close, rates_total);
-   m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
-
-//--- Prepare AMA source price from HA candles
-   ArrayResize(m_ama_price, rates_total);
-   switch(price_type)
+// Resize internal HA buffers
+   if(ArraySize(m_ha_open) != rates_total)
      {
-      case PRICE_OPEN:
-         ArrayCopy(m_ama_price, ha_open, 0, 0, rates_total);
-         break;
-      case PRICE_HIGH:
-         ArrayCopy(m_ama_price, ha_high, 0, 0, rates_total);
-         break;
-      case PRICE_LOW:
-         ArrayCopy(m_ama_price, ha_low, 0, 0, rates_total);
-         break;
-      case PRICE_MEDIAN:
-         for(int i=0; i<rates_total; i++)
-            m_ama_price[i] = (ha_high[i]+ha_low[i])/2.0;
-         break;
-      case PRICE_TYPICAL:
-         for(int i=0; i<rates_total; i++)
-            m_ama_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
-         break;
-      case PRICE_WEIGHTED:
-         for(int i=0; i<rates_total; i++)
-            m_ama_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
-         break;
-      default:
-         ArrayCopy(m_ama_price, ha_close, 0, 0, rates_total);
-         break;
+      ArrayResize(m_ha_open, rates_total);
+      ArrayResize(m_ha_high, rates_total);
+      ArrayResize(m_ha_low, rates_total);
+      ArrayResize(m_ha_close, rates_total);
+     }
+
+//--- STRICT CALL: Use the optimized 10-param HA calculation
+   m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
+                             m_ha_open, m_ha_high, m_ha_low, m_ha_close);
+
+   for(int i = start_index; i < rates_total; i++)
+     {
+      // AMA Price from HA
+      switch(price_type)
+        {
+         case PRICE_OPEN:
+            m_ama_price[i] = m_ha_open[i];
+            break;
+         case PRICE_HIGH:
+            m_ama_price[i] = m_ha_high[i];
+            break;
+         case PRICE_LOW:
+            m_ama_price[i] = m_ha_low[i];
+            break;
+         case PRICE_MEDIAN:
+            m_ama_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0;
+            break;
+         case PRICE_TYPICAL:
+            m_ama_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0;
+            break;
+         case PRICE_WEIGHTED:
+            m_ama_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0;
+            break;
+         default:
+            m_ama_price[i] = m_ha_close[i];
+            break;
+        }
+
+      // ATR Data from HA
+      m_atr_high[i] = m_ha_high[i];
+      m_atr_low[i]  = m_ha_low[i];
+      m_atr_close[i] = m_ha_close[i];
      }
-//--- Prepare ATR source candles from HA candles
-   ArrayResize(m_atr_high, rates_total);
-   ArrayResize(m_atr_low, rates_total);
-   ArrayResize(m_atr_close, rates_total);
-   ArrayCopy(m_atr_high, ha_high, 0, 0, rates_total);
-   ArrayCopy(m_atr_low, ha_low, 0, 0, rates_total);
-   ArrayCopy(m_atr_close, ha_close, 0, 0, rates_total);
    return true;
   }
 //+------------------------------------------------------------------+